jQuery.ajax {
    dataType:....
    url:...
    data:...
    success:...
    error: function(){
        alert('Your error message');
    }
}

header('HTTP/1.1 404');

var textToSave = 'this is a test';

var hiddenElement = document.createElement('a');

hiddenElement.href = 'data:attachment/text,' + encodeURI(textToSave);
hiddenElement.target = '_blank';
hiddenElement.download = 'myFile.txt';
hiddenElement.click();

if(returnedText.indexOf('errorOccurred') > -1) {...code to download file}